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Franklin FTSE Korea UCITS ETF (FLRK.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BHZRR030
WKNA2PB5X
IssuerFranklin Templeton
Inception DateJun 4, 2019
CategoryAsia Pacific Equities
Index TrackedMSCI Korea NR USD
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

FLRK.L has an expense ratio of 0.09% which is considered to be low.


Expense ratio chart for FLRK.L: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Franklin FTSE Korea UCITS ETF

Popular comparisons: FLRK.L vs. SSUN.F

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Franklin FTSE Korea UCITS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%20.00%40.00%60.00%80.00%December2024FebruaryMarchAprilMay
6.17%
88.94%
FLRK.L (Franklin FTSE Korea UCITS ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Franklin FTSE Korea UCITS ETF had a return of 0.13% year-to-date (YTD) and 13.33% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date0.13%9.47%
1 month2.08%1.91%
6 months9.14%18.36%
1 year13.33%26.61%
5 years (annualized)N/A12.90%
10 years (annualized)N/A10.79%

Monthly Returns

The table below presents the monthly returns of FLRK.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-8.45%6.54%5.38%-4.68%0.13%
20238.31%-5.25%1.87%-2.87%5.84%-1.12%5.06%-6.48%-0.34%-6.88%10.39%6.73%14.16%
2022-8.67%0.39%1.20%-1.94%1.08%-12.80%3.89%0.86%-13.63%5.01%9.63%-3.49%-19.37%
20211.38%-2.14%2.68%1.44%-1.71%4.44%-5.49%-1.45%-3.88%-4.14%-1.12%4.54%-5.90%
2020-6.12%-2.72%-8.65%8.22%2.80%8.40%0.01%4.84%4.71%-0.86%15.41%12.84%42.60%
2019-16.39%-2.26%-4.69%5.66%-1.20%-0.41%6.02%-14.15%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FLRK.L is 30, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of FLRK.L is 3030
FLRK.L (Franklin FTSE Korea UCITS ETF)
The Sharpe Ratio Rank of FLRK.L is 2929Sharpe Ratio Rank
The Sortino Ratio Rank of FLRK.L is 3030Sortino Ratio Rank
The Omega Ratio Rank of FLRK.L is 3030Omega Ratio Rank
The Calmar Ratio Rank of FLRK.L is 3232Calmar Ratio Rank
The Martin Ratio Rank of FLRK.L is 3131Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Franklin FTSE Korea UCITS ETF (FLRK.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FLRK.L
Sharpe ratio
The chart of Sharpe ratio for FLRK.L, currently valued at 0.61, compared to the broader market0.002.004.000.61
Sortino ratio
The chart of Sortino ratio for FLRK.L, currently valued at 1.02, compared to the broader market-2.000.002.004.006.008.0010.001.02
Omega ratio
The chart of Omega ratio for FLRK.L, currently valued at 1.12, compared to the broader market0.501.001.502.002.501.12
Calmar ratio
The chart of Calmar ratio for FLRK.L, currently valued at 0.37, compared to the broader market0.005.0010.000.37
Martin ratio
The chart of Martin ratio for FLRK.L, currently valued at 1.98, compared to the broader market0.0020.0040.0060.0080.001.98
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.28, compared to the broader market0.002.004.002.28
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.24, compared to the broader market-2.000.002.004.006.008.0010.003.24
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.40, compared to the broader market0.501.001.502.002.501.40
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.84, compared to the broader market0.005.0010.001.84
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.75, compared to the broader market0.0020.0040.0060.0080.008.75

Sharpe Ratio

The current Franklin FTSE Korea UCITS ETF Sharpe ratio is 0.61. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Franklin FTSE Korea UCITS ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00December2024FebruaryMarchAprilMay
0.61
2.09
FLRK.L (Franklin FTSE Korea UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


Franklin FTSE Korea UCITS ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-22.10%
-0.10%
FLRK.L (Franklin FTSE Korea UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Franklin FTSE Korea UCITS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Franklin FTSE Korea UCITS ETF was 39.43%, occurring on Oct 3, 2022. The portfolio has not yet recovered.

The current Franklin FTSE Korea UCITS ETF drawdown is 22.10%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.43%Jan 12, 2021435Oct 3, 2022
-37.38%Jun 7, 2019201Mar 19, 2020160Nov 5, 2020361
-3.84%Dec 14, 20207Dec 22, 20203Dec 29, 202010
-2.47%Dec 8, 20201Dec 8, 20203Dec 11, 20204
-1.94%Nov 30, 20201Nov 30, 20202Dec 2, 20203

Volatility

Volatility Chart

The current Franklin FTSE Korea UCITS ETF volatility is 5.47%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%December2024FebruaryMarchAprilMay
5.47%
3.76%
FLRK.L (Franklin FTSE Korea UCITS ETF)
Benchmark (^GSPC)